Anic Equity¶

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Total return since start: 0.548 %¶

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Equity now: -----------------------------> 47286.57 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45891.6 Kr¶

PnL: ---------------------------------------> -996.97 Kr¶

DD now: ---------------------------------> -2.762 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-25 13:49:36.300186'

Anic Portfolio¶

This Week¶

Return: -1.244 %¶

Total¶

Return: 54.903 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -0.630000 2772.000000 136.000000 5.160000 2636.000010
FM Mattsson Mora Group B 50 -2.900000 3010.000000 83.000000 2.840000 2927.000000
Samhällsbyggnadsbo. i Norden B 20 -0.690000 388.200000 33.200000 9.350000 355.000000
Corem Property Group B 59 -2.090000 609.470000 32.470000 5.630000 576.999999
AcadeMedia 12 -3.040000 588.720000 31.720000 5.690000 557.000004
Beijer Electronics Group 26 -3.030000 3000.400000 29.400000 0.990000 2971.000006
Resurs Holding 22 -1.730000 598.840000 24.840000 4.330000 573.999998
MedCap 2 -2.410000 445.000000 24.000000 5.700000 421.000000
SAAB B 8 -0.330000 3396.000000 19.000000 0.560000 3377.000000
Boozt 12 -1.410000 1672.800000 18.800000 1.140000 1653.999996
HMS Networks 2 -3.040000 689.200000 16.200000 2.410000 673.000000
Eastnine 4 -0.160000 505.600000 14.600000 2.970000 491.000000
Securitas B 6 -0.800000 583.920000 13.920000 2.440000 570.000000
Swedbank A 3 -0.670000 577.200000 13.200000 2.340000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.180000 574.350000 12.350000 2.200000 562.000005
Coor Service Management Hold. 8 -0.960000 536.800000 4.800000 0.900000 532.000000
OEM International B 7 -1.430000 531.300000 3.300000 0.630000 527.999997
Karnov Group 9 -0.660000 539.100000 3.100000 0.580000 536.000004
Norva24 Group 16 -3.620000 545.920000 2.920000 0.540000 543.000000
Samhällsbyggnadsbo. i Norden D 12 -0.960000 247.920000 1.920000 0.780000 246.000000
Intrum 4 -3.590000 525.800000 -1.200000 -0.230000 527.000000
Creaspac SPAC 6 0.000000 575.400000 -1.600000 -0.280000 577.000002
Handelsbanken A 5 -1.370000 540.250000 -5.750000 -1.050000 546.000000
Nordea Bank Abp 29 -0.270000 3445.200000 -8.800000 -0.250000 3453.999992
Midsona B 63 -2.310000 560.700000 -22.300000 -3.830000 582.999984
Essity B 2 -2.070000 549.000000 -25.000000 -4.360000 574.000000
CTEK 13 -2.010000 507.000000 -27.000000 -5.060000 533.999999
International Petroleum Corp. 5 -1.430000 550.000000 -44.570000 -7.500000 594.565215
Essity A 4 -2.300000 1104.000000 -45.000000 -3.920000 1149.000000
Vivesto 1368 0.800000 551.580000 -61.420000 -10.020000 612.999432
Sampo Oyj SDB 7 -1.470000 3752.000000 -98.000000 -2.550000 3850.000000
Fasadgruppen Group 35 2.150000 3654.000000 -157.000000 -4.120000 3810.999990
Axfood 13 0.220000 3590.600000 -165.400000 -4.400000 3756.000001
OX2 18 -2.550000 1411.200000 -252.800000 -15.190000 1663.999992
Ovzon 52 -2.540000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45921.870000 -966.700000 -2.70009% 46888.564618

Updated:¶

'2023-01-25 13:48:36.362792'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶